An empirical interpolation and model-variance reduction method for computing statistical outputs of parametrized stochastic partial differential equations
We present an empirical interpolation and model-variance reduction method for the fast and reliable computation of statistical outputs of parametrized stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the real-time computation of reduced basis (RB...
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Médium: | Journal article |
Vydáno: |
SIAM/ASA
2016
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